Русский
Englishстатистические методы
| Integrated Application of Statistical Methods in the Value Analysis |
The paper considers the theoretical basis and methodological support to the integrated application of statistical techniques in value analysis. |
Izv. Sarat. Univ. Economics. Management. Law, 2012, vol. 12, iss. 2 |
| The Statistical Approach to the Analysis and Forecasting of Demographic Data |
Introduction. Possibilities of application ARIMA-models to analysis and forecasting of demographic time series were considered in the article. Foreign studies had shown that the ARIMA-models give good results for forecasting indicators such as population, birth rates and death rates, life expectancy, along with the traditional demographic methods (cohort-component approach). Research technique. Box – Jenkins methodology of the analysis and forecasting of time series, particularly with regard to demographic data: total fertility rate in Russia (1990–2014), the number of marriages by months in Russia (2005–2015), total fertility rate in France (1740–2014) and the unemployment rate in Russia (1996–2016) was used in the work. ARIMA-, ARIMA- and ARIMA-models, depending on the nature of the dynamics of the studied indicators were analyzed. Results. The analysis had shown that the estimated ARIMA-models for the total fertility rate and number of marriages were adequate and had good statistical and prognostic properties. Forecasts were built on basis of the obtained models. In the case of long series availability of properties with a long memory processes have not been identified. |
IZVESTIYA OF SARATOV UNIVERSITY. NEW SERIES. SERIES: ECONOMICS. MANAGEMENT. LAW. 2016. Т. 16, вып. 3 |
| ЭКОНОМЕТРИЧЕСКИЕ ПОДХОДЫ К ОЦЕНИВАНИЮ КРЕДИТНОГО ПОВЕДЕНИЯ НАСЕЛЕНИЯ В РОССИИ |
Introduction. Crediting of people has a firm position in last decade, but now there is a problem of the granted loans quality. So the study of the credit behavior, its mechanisms and structures is actual question. In article emphasis was placed on the methodological part of the problem, it was examined various statistical and econometric tools to study of the credit behavior. Methods. Using binary choice model determinants of credit behavior were identified, and a typical portrait of average borrower was made. Using cluster analysis the volume of consumer loans by region was investigated. By using time series analysis for the volume of granted loans SARIMA-model and forecast was estimated. Results. The most important determinants of credit behavior are age, sex, level of education, income, the loan experience in the past, the number of income sources. As a result of the cluster analysis Russian regions were divided into three homogenous groups that differ in terms of granted loans, the number of credit institutions, payable on the granted loans. Forecast of the volume of granted loans has shown that the volume of loans will continue to have a positive trend, despite the economic crisis. |
IZVESTIYA OF SARATOV UNIVERSITY. NEW SERIES. SERIES: ECONOMICS. MANAGEMENT. LAW. 2016. Т. 16, вып. 1 |